Wajdyss Ichimoku Candle MMRec-Strategie

using System;
using System.Collections.Generic;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Ichimoku-inspired strategy using Highest/Lowest midline (Kijun-Sen concept).
/// Trades when price crosses above/below the midline.
/// </summary>
public class WajdyssIchimokuCandleMmrecStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _period;

	private decimal? _prevMid;
	private decimal? _prevClose;

	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	public int Period
	{
		get => _period.Value;
		set => _period.Value = value;
	}

	public WajdyssIchimokuCandleMmrecStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe", "General");

		_period = Param(nameof(Period), 26)
			.SetGreaterThanZero()
			.SetDisplay("Period", "Kijun-Sen lookback period", "Indicators");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevMid = null;
		_prevClose = null;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_prevMid = null;
		_prevClose = null;

		var middle = new SimpleMovingAverage { Length = Period };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(middle, ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, middle);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle, decimal mid)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
		{
			_prevMid = mid;
			_prevClose = candle.ClosePrice;
			return;
		}

		var close = candle.ClosePrice;

		if (_prevMid == null || _prevClose == null)
		{
			_prevMid = mid;
			_prevClose = close;
			return;
		}

		// Price crosses above midline → buy
		if (_prevClose.Value <= _prevMid.Value && close > mid && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// Price crosses below midline → sell
		else if (_prevClose.Value >= _prevMid.Value && close < mid && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevMid = mid;
		_prevClose = close;
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy


class wajdyss_ichimoku_candle_mmrec_strategy(Strategy):
    def __init__(self):
        super(wajdyss_ichimoku_candle_mmrec_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._period = self.Param("Period", 26) \
            .SetDisplay("Period", "Kijun-Sen lookback period", "Indicators")

        self._prev_mid = None
        self._prev_close = None

    @property
    def CandleType(self):
        return self._candle_type.Value

    @property
    def Period(self):
        return self._period.Value

    def OnReseted(self):
        super(wajdyss_ichimoku_candle_mmrec_strategy, self).OnReseted()
        self._prev_mid = None
        self._prev_close = None

    def OnStarted2(self, time):
        super(wajdyss_ichimoku_candle_mmrec_strategy, self).OnStarted2(time)
        self._prev_mid = None
        self._prev_close = None

        middle = SimpleMovingAverage()
        middle.Length = self.Period

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(middle, self._on_process).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, middle)
            self.DrawOwnTrades(area)

    def _on_process(self, candle, mid_value):
        if candle.State != CandleStates.Finished:
            return

        mv = float(mid_value)
        close = float(candle.ClosePrice)

        if self._prev_mid is None or self._prev_close is None:
            self._prev_mid = mv
            self._prev_close = close
            return

        # Price crosses above midline
        if self._prev_close <= self._prev_mid and close > mv and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        # Price crosses below midline
        elif self._prev_close >= self._prev_mid and close < mv and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_mid = mv
        self._prev_close = close

    def CreateClone(self):
        return wajdyss_ichimoku_candle_mmrec_strategy()